A sliding blocks estimator for the extremal index (Q1952012)
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scientific article; zbMATH DE number 6166470
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A sliding blocks estimator for the extremal index |
scientific article; zbMATH DE number 6166470 |
Statements
A sliding blocks estimator for the extremal index (English)
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27 May 2013
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clusters of extremes
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extremal index
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FTSE 100
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intervals estimator
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MAX-autoregressive process
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moving maximum process
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maximal correlation coefficient
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mixing coefficient
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sample maximum
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stationary time series
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0.9091323614120485
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0.8658924102783203
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0.8464100360870361
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0.8464095592498779
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